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BNP Paribas Call 250 ADP 20.12.20.../  DE000PN31EN6  /

EUWAX
05/06/2024  08:42:04 Chg.- Bid08:25:02 Ask08:25:02 Underlying Strike price Expiration date Option type
1.40EUR - 1.35
Bid Size: 2,223		 1.40
Ask Size: 2,143		 Automatic Data Proce... 250.00 USD 20/12/2024 Call
 

Master data

WKN: PN31EN
Issuer: BNP PARIBAS
Currency: EUR
Underlying: Automatic Data Processing Inc
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 20/12/2024
Issue date: 26/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.48
Leverage: Yes

Calculated values

Fair value: 1.13
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.40
Time value: 1.37
Break-even: 243.44
Moneyness: 0.98
Premium: 0.08
Premium p.a.: 0.15
Spread abs.: 0.01
Spread %: 0.74%
Delta: 0.54
Theta: -0.04
Omega: 8.84
Rho: 0.58
 

Quote data

Open: 1.40
High: 1.40
Low: 1.40
Previous Close: 1.27
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.44%
1 Month  
+1.45%
3 Months
  -19.08%
YTD
  -10.83%
1 Year
  -10.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.38 1.09
1M High / 1M Low: 1.95 1.09
6M High / 6M Low: 2.41 1.09
High (YTD): 26/02/2024 2.41
Low (YTD): 30/05/2024 1.09
52W High: 11/08/2023 3.31
52W Low: 01/11/2023 1.01
Avg. price 1W:   1.22
Avg. volume 1W:   0.00
Avg. price 1M:   1.51
Avg. volume 1M:   0.00
Avg. price 6M:   1.75
Avg. volume 6M:   0.00
Avg. price 1Y:   2.01
Avg. volume 1Y:   0.00
Volatility 1M:   157.79%
Volatility 6M:   108.64%
Volatility 1Y:   108.90%
Volatility 3Y:   -